#GoogleTickerInvestorSVI (ISVI)

These files contain Google Ticker Search when searching for Finance/Investor and include our paper's tickers in the Compustat universe. The variable "FISVI" is the raw daily Google Ticker Search for Finance/Investing. The variable "FISVI_month" is the monthly Google Ticker Search for Finance/Investing from 2004 to the present to perform fixed scaling per prior research.

Each file is in Stata format (.dta) and each file contains one year (from January 1st - December 31st).

When using the data, please cite our paper: deHaan, E., Lawrence, A. and Litjens, R., 2019. Measurement error in Google ticker search. Available at SSRN 3398287.